CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	0.8853	0.8970	0.0117	1.3%	0.8585
High	0.9000	0.8970	-0.0030	-0.3%	0.8657
Low	0.8848	0.8940	0.0092	1.0%	0.8540
Close	0.8997	0.8952	-0.0045	-0.5%	0.8604
Range	0.0152	0.0030	-0.0122	-80.3%	0.0117
ATR	0.0098	0.0096	-0.0003	-3.0%	0.0000
Volume	72	100	28	38.9%	305

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9044	0.9028	0.8969
R3	0.9014	0.8998	0.8960
R2	0.8984	0.8984	0.8958
R1	0.8968	0.8968	0.8955	0.8961
PP	0.8954	0.8954	0.8954	0.8951
S1	0.8938	0.8938	0.8949	0.8931
S2	0.8924	0.8924	0.8947
S3	0.8894	0.8908	0.8944
S4	0.8864	0.8878	0.8936

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8951	0.8895	0.8668
R3	0.8834	0.8778	0.8636
R2	0.8717	0.8717	0.8625
R1	0.8661	0.8661	0.8615	0.8689
PP	0.8600	0.8600	0.8600	0.8615
S1	0.8544	0.8544	0.8593	0.8572
S2	0.8483	0.8483	0.8583
S3	0.8366	0.8427	0.8572
S4	0.8249	0.8310	0.8540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9000	0.8576	0.0424	4.7%	0.0089	1.0%	89%	False	False	62
10	0.9000	0.8540	0.0460	5.1%	0.0070	0.8%	90%	False	False	61
20	0.9000	0.8540	0.0460	5.1%	0.0075	0.8%	90%	False	False	67
40	0.9265	0.8540	0.0725	8.1%	0.0087	1.0%	57%	False	False	97
60	0.9265	0.8134	0.1131	12.6%	0.0079	0.9%	72%	False	False	80
80	0.9265	0.7920	0.1345	15.0%	0.0071	0.8%	77%	False	False	68
100	0.9265	0.7725	0.1540	17.2%	0.0067	0.7%	80%	False	False	63

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9098
2.618	0.9049
1.618	0.9019
1.000	0.9000
0.618	0.8989
HIGH	0.8970
0.618	0.8959
0.500	0.8955
0.382	0.8951
LOW	0.8940
0.618	0.8921
1.000	0.8910
1.618	0.8891
2.618	0.8861
4.250	0.8813

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	0.8955	0.8915
PP	0.8954	0.8877
S1	0.8953	0.8840

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These figures are updated between 7pm and 10pm EST after a trading day.

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